-44.4%
TOST vs PFGC
+144.1%
-188.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -2.1% |
| 7D | +4.0% | +10.8% | -6.8% | -2.8% |
| 30D | +11.1% | +17.8% | -6.8% | 0.0% |
| 3M | +0.8% | -2.7% | +3.6% | +1.8% |
| 6M | +38.8% | +20.0% | +18.8% | +22.7% |
| YTD | -2.1% | +24.3% | -26.4% | -18.3% |
| 1Y | -6.0% | +13.2% | -19.2% | -16.4% |
| 3Y | +149.8% | +85.9% | +63.9% | +50.4% |
| 5Y | -42.8% | +141.0% | -183.8% | -74.3% |
| All | -44.4% | +144.1% | -188.5% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling